Search Results - subject:"Latent Variable Models"

A General Multivariate Latent Growth Model With Applications to Student Achievement

Bianconcini, Silvia; Cagnone, Silvia - In: Journal of Educational and Behavioral Statistics 37 (2012) 2, pp. 339-364

The evaluation of the formative process in the University system has been assuming an ever increasing importance in the European countries. Within this context, the analysis of student performance and capabilities plays a fundamental role. In this work, the authors propose a multivariate latent...

Persistent link: https://www.econbiz.de/10010775991

Parsimonious Structural Equation Models for Repeated Measures Data, with Application to the Study of Consumer Preferences

Elrod, Terry; Häubl, Gerald; Tipps, Steven - In: Psychometrika 77 (2012) 2, pp. 358-387

Persistent link: https://www.econbiz.de/10010998746

The mystery of the U-shaped relationship between happiness and age

Frijters, Paul; Beatton, Tony - In: Journal of Economic Behavior & Organization 82 (2012) 2, pp. 525-542

In this paper, we address the puzzle of the relationship between age and happiness. Whilst the majority of psychologists have concluded there is not much of a relationship at all, the economic literature has unearthed a possible U-shape relationship with the minimum level of satisfaction...

Persistent link: https://www.econbiz.de/10010576949

Robust Deviance Information Criterion for Latent Variable Models

Li, Yong; Zeng, Tao; Yu, Jun - School of Economics, Singapore Management University - 2012

estimation for latent variable models via Markov chain Monte Carlo (MCMC) simulation. Data augmentation makes the likelihood …), is proposed for Bayesian comparison of latent variable models. RDIC is shown to be a good approximation to DIC without …

Persistent link: https://www.econbiz.de/10010562112

The mystery of the U-shaped relationship between happiness and age

Frijters, Paul; Beatton, Tony - In: Journal of economic behavior & organization : JEBO 82 (2012) 2/3, pp. 525-542

Persistent link: https://www.econbiz.de/10009659962

Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models

Moustaki, Irini; Victoria-Feser, Maria-Pia - Institut d'Economie et Econométrie, Université de Genève - 2004

This paper proposes a robust estimator for a general class of linear latent variable models (GLLVM) (Moustaki and Knott …

Persistent link: https://www.econbiz.de/10005075685

Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility

White, Scott I.; Clements, Adam E.; Hurn, Stan - Econometric Society - 2004

Filtering techniques are often applied to the estimation of dynamic latent variable models. However, these techniques … (based on a discretisation of the state space) for estimating the general class of dynamic latent variable models. The … variable models to be considered. This paper proposes an accurate yet computationally efficient numerical filtering algorithm …

Persistent link: https://www.econbiz.de/10005702536

Discrete versus Continuous State Switching Models for Portfolio Credit Risk

Lucas, André; Klaassen, Pieter - 2003

Dynamic models for credit rating transitions are important ingredients for dynamic credit risk analyses. We compare the properties of two such models that have recently been put forward. The models mainly differ in their treatment of systematic risk, which can be modeled either using discrete...

Persistent link: https://www.econbiz.de/10010324909

Discrete versus Continuous State Switching Models for Portfolio Credit Risk

Lucas, André; Klaassen, Pieter - Tinbergen Institute - 2003

Persistent link: https://www.econbiz.de/10005504967

Discrete versus Continuous State Switching Models for Portfolio Credit Risk

Lucas, André; Klaassen, Pieter - Tinbergen Instituut - 2003

Persistent link: https://www.econbiz.de/10011256882